//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
isPartOf:"Journal of financial and quantitative analysis : JFQA"
~isPartOf:"European economic review : EER"
~isPartOf:"Finance and stochastics"
~isPartOf:"Mathematical methods of operations research"
~language:"eng"
~person:"Björk, Tomas"
~person:"Constantinescu, Corina"
~person:"Kallsen, Jan"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Theory"
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Theorie
13
Theory
13
Stochastic process
5
Stochastischer Prozess
5
Incomplete market
3
Portfolio selection
3
Portfolio-Management
3
Probability theory
3
Unvollkommener Markt
3
Wahrscheinlichkeitsrechnung
3
Interest rate derivative
2
Martingal
2
Martingale
2
Opportunity cost
2
Opportunitätskosten
2
Option pricing theory
2
Optionspreistheorie
2
Zinsderivat
2
Allgemeines Gleichgewicht
1
Anleihe
1
Arbitrage Pricing
1
Arbitrage pricing
1
Black-Scholes model
1
Black-Scholes-Modell
1
Bond
1
Collective risk model
1
Consumption theory
1
Derivat
1
Derivative
1
Dynkin game
1
Erwartungsnutzen
1
Expected utility
1
Finanzmathematik
1
Fractional differential operator
1
General equilibrium
1
Hedging
1
Incomplete information
1
Intertemporal choice
1
Intertemporale Entscheidung
1
Konsumtheorie
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
13
Type of publication (narrower categories)
All
Article in journal
13
Aufsatz in Zeitschrift
13
Language
All
English
Author
All
Björk, Tomas
Constantinescu, Corina
Kallsen, Jan
Kabanov, Jurij M.
17
Aghion, Philippe
13
Laffont, Jean-Jacques
13
Jeanblanc, Monique
10
Tirole, Jean
10
Dewatripont, Mathias
9
Nowak, Andrzej S.
9
Tabellini, Guido Enrico
9
Thisse, Jacques-François
9
Tijs, Stef
9
Verdier, Thierry
9
Borm, Peter
8
Cremer, Helmuth
8
Jarrow, Robert A.
8
Rey, Patrick
8
Saint-Paul, Gilles
8
Acemoglu, Daron
7
Bouchard, Bruno
7
Bäuerle, Nicole
7
Caillaud, Bernard
7
Cavazos-Cadena, Rolando
7
Devereux, Michael B.
7
Glasserman, Paul
7
Hobson, David G.
7
Karatzas, Ioannis
7
Larsen, Kasper
7
Madan, Dilip B.
7
Muhle-Karbe, Johannes
7
Schachermayer, Walter
7
Soner, Halil Mete
7
Zariphopoulou-Souganidis, Thaleia
7
Zenou, Yves
7
Bayraktar, Erhan
6
Bilbao, Jesús Mario
6
Bolton, Patrick
6
Chiappori, Pierre-André
6
De Menil, George
6
Delbaen, Freddy
6
Dixon, Huw
6
more ...
less ...
Published in...
All
Journal of financial and quantitative analysis : JFQA
European economic review : EER
Finance and stochastics
Mathematical methods of operations research
Mathematical finance : an international journal of mathematics, statistics and financial theory
9
SSE EFI working paper series in economics and finance
9
Risks : open access journal
7
Scandinavian actuarial journal
5
Working paper series in economics and finance
5
Insurance / Mathematics & economics
2
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
2
Research paper series / Swiss Finance Institute
2
Swiss Finance Institute Research Paper
2
Working paper series / Centre for Analytical Finance, University of Aarhus, Aarhus School of Business
2
Advanced modelling in mathematical finance : in honour of Ernst Eberlein
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
European finance review : the official journal of the European Finance Association
1
Financial mathematics : held in Bressanone, Italy, July 8 - 13, 1996
1
International journal of theoretical and applied finance
1
Journal of housing economics
1
Paris Princeton lectures on mathematical finance
1
Research paper / Ekonomiska Forskningsinstitutet vid Handelshögskolan i Stockholm
1
Rotman School of Management working paper / University of Toronto Rotman School of Management
1
Seminar paper / Institute for International Economic Studies, University of Stockholm
1
Springer proceedings in mathematics and statistics
1
more ...
less ...
Source
All
ECONIS (ZBW)
13
Showing
1
-
10
of
13
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
An application of fractional differential equations to risk theory
Constantinescu, Corina
;
Ramirez, Jorge M.
;
Zhu, Wei
- In:
Finance and stochastics
23
(
2019
)
4
,
pp. 1001-1024
Persistent link: https://www.econbiz.de/10012114683
Saved in:
2
On the existence of shadow prices
Benedetti, Giuseppe
;
Campi, Luciano
;
Kallsen, Jan
; …
- In:
Finance and stochastics
17
(
2013
)
4
,
pp. 801-818
Persistent link: https://www.econbiz.de/10010190874
Saved in:
3
Existence of shadow prices in finite probability spaces
Kallsen, Jan
;
Muhle-Karbe, Johannes
- In:
Mathematical methods of operations research
73
(
2011
)
2
,
pp. 251-262
Persistent link: https://www.econbiz.de/10008991842
Saved in:
4
Optimal investment under partial information
Björk, Tomas
;
Davis, Mark H. A.
- In:
Mathematical methods of operations research
71
(
2010
)
2
,
pp. 371-399
Persistent link: https://www.econbiz.de/10003958366
Saved in:
5
A note on Wick products and the fractional Black-Scholes model
Björk, Tomas
;
Hult, Henrik
- In:
Finance and stochastics
9
(
2005
)
2
,
pp. 197-209
Persistent link: https://www.econbiz.de/10002747154
Saved in:
6
Pricing derivatives of American and game type in incomplete markets
Kallsen, Jan
;
Kühn, Christoph
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 261-284
Persistent link: https://www.econbiz.de/10002012597
Saved in:
7
The cumulant process and Esscherś change of measure
Kallsen, Jan
;
Širjaev, Alʹbert N.
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 397-428
Persistent link: https://www.econbiz.de/10001702776
Saved in:
8
Derivative pricing based on local utility maximization
Kallsen, Jan
- In:
Finance and stochastics
6
(
2002
)
1
,
pp. 115-140
Persistent link: https://www.econbiz.de/10001643758
Saved in:
9
On the construction of finite dimensional realizations for nonlinear forward rate models
Björk, Tomas
;
Landén, Camilla
- In:
Finance and stochastics
6
(
2002
)
3
,
pp. 303-331
Persistent link: https://www.econbiz.de/10001680671
Saved in:
10
Optimal portfolios for exponential Lévy processes
Kallsen, Jan
- In:
Mathematical methods of operations research
51
(
2000
)
3
,
pp. 357-374
Persistent link: https://www.econbiz.de/10001519649
Saved in:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->